Let X, be a continuous-time Markov chain with state space {1, 2} and rates a(1, 2) = 1, a(2, 1) = 4. Find the transition matrix P(t).

Linear Algebra: A Modern Introduction
4th Edition
ISBN:9781285463247
Author:David Poole
Publisher:David Poole
Chapter3: Matrices
Section3.7: Applications
Problem 14EQ
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Let X, be a continuous-time Markov chain with state space {1,2} and rates a(1, 2) = 1,
a(2, 1) = 4. Find the transition matrix P(t).
Transcribed Image Text:Let X, be a continuous-time Markov chain with state space {1,2} and rates a(1, 2) = 1, a(2, 1) = 4. Find the transition matrix P(t).
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